OPTIONS

Int m is the number of corrections to approximate the inverse hessian matrix.

Num epsilon is epsilon for convergence test.

Int past is the distance for delta-based convergence test.

Num delta is delta for convergence test.

Int max_iterations is the maximum number of iterations.

Int linesearch is the line search algorithm. This requires one of LBFGS_LINESEARCH_DEFAULT, LBFGS_LINESEARCH_MORETHUENTE, LBFGS_LINESEARCH_BACKTRACKING_ARMIJO, LBFGS_LINESEARCH_BACKTRACKING, LBFGS_LINESEARCH_BACKTRACKING_WOLFE and LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE. The default value is LBFGS_LINESEARCH_MORETHUENTE.

Int max_linesearch is the maximum number of trials for the line search.

Num min_step is the minimum step of the line search routine.

Num max_step is the maximum step of the line search.

Num ftol is a parameter to control the accuracy of the line search routine.

Num wolfe is a coefficient for the Wolfe condition.

Num gtol is a parameter to control the accuracy of the line search routine.

Num xtol is the machine precision for floating-point values.

Num orthantwise_c is a coeefficient for the L1 norm of variables.

Int orthantwise_start is the start index for computing L1 norm of the variables.

Int orthantwise_end is the end index for computing L1 norm of the variables.